hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
946.79
Total PnL
-53.21 (-5.32%)
Total Trades (Win/Los)
183 (115/68)
Win Rate
62.84%
Max Drawdown
592.52 (51.22%)
Total Fees
71.39
Position avg (max), %
22.08 (157.81)
Profit Factor
1.01
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -14.95% 19.68% 8.86% -10.12% 3.42% 3.10% -6.84% 11.95% -5.67% -12.05% -28.27% -13.81% -43.20%
2025 22.37% 1.21% 4.13% 4.83% -2.15% 8.37% -1.68% 14.10% 6.99% -7.14% 5.07% 5.69% 77.43%
2026 5.94% -0.36% -12.87% -5.40% 7.99% 0.00% — — — — — — -6.05%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 946.79
Min balance 564.19
Max balance 1156.71
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.18
Average monthly return (arithmetic), % 0.41
Best month, % 22.37
Worst month, % -28.27
PnL, Volume & Fees
Metric Value
Total PnL -53.21
Total PnL, % -5.32
Gross profit 2597.48
Gross loss 2575.29
Trading volume (USDT) 200073.18
Total transactions (buy/sell) 184
Total fees 71.39
Funding net -4.02
Funding accrued (received) 9.87
Funding paid 13.90
Trades
Metric Value
Total Trades 183
Win Trades 115
Los Trades 68
Win Rate, % 62.84
Expectancy per trade 0.1213
Max consecutive wins 11
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.08
Position max, % of margin balance 157.81
Max Drawdown 592.52
Max Drawdown, % 51.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0086
Recovery Factor (Total PnL / Max DD) -0.0898
Sharpe ratio (monthly) 0.1334
Sortino ratio (monthly) 0.1847
CAGR, % -2.24
Calmar ratio (CAGR / Max DD%) -0.0437
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 22.19 | Fee: 71.39 | Vol: 200073.18
Details
{
  "name": "T4 SUI",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 7,
    "detection": 13,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}